| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,507.1 |
1,504.2 |
-2.9 |
-0.2% |
1,534.8 |
| High |
1,513.9 |
1,526.9 |
13.0 |
0.9% |
1,538.5 |
| Low |
1,486.2 |
1,485.8 |
-0.4 |
0.0% |
1,426.2 |
| Close |
1,507.0 |
1,504.4 |
-2.6 |
-0.2% |
1,467.2 |
| Range |
27.7 |
41.1 |
13.4 |
48.4% |
112.3 |
| ATR |
39.6 |
39.7 |
0.1 |
0.3% |
0.0 |
| Volume |
139,445 |
208,840 |
69,395 |
49.8% |
964,541 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,629.0 |
1,607.8 |
1,527.0 |
|
| R3 |
1,587.9 |
1,566.7 |
1,515.7 |
|
| R2 |
1,546.8 |
1,546.8 |
1,511.9 |
|
| R1 |
1,525.6 |
1,525.6 |
1,508.2 |
1,536.2 |
| PP |
1,505.7 |
1,505.7 |
1,505.7 |
1,511.0 |
| S1 |
1,484.5 |
1,484.5 |
1,500.6 |
1,495.1 |
| S2 |
1,464.6 |
1,464.6 |
1,496.9 |
|
| S3 |
1,423.5 |
1,443.4 |
1,493.1 |
|
| S4 |
1,382.4 |
1,402.3 |
1,481.8 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,814.2 |
1,753.0 |
1,529.0 |
|
| R3 |
1,701.9 |
1,640.7 |
1,498.1 |
|
| R2 |
1,589.6 |
1,589.6 |
1,487.8 |
|
| R1 |
1,528.4 |
1,528.4 |
1,477.5 |
1,502.9 |
| PP |
1,477.3 |
1,477.3 |
1,477.3 |
1,464.5 |
| S1 |
1,416.1 |
1,416.1 |
1,456.9 |
1,390.6 |
| S2 |
1,365.0 |
1,365.0 |
1,446.6 |
|
| S3 |
1,252.7 |
1,303.8 |
1,436.3 |
|
| S4 |
1,140.4 |
1,191.5 |
1,405.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,526.9 |
1,426.2 |
100.7 |
6.7% |
40.3 |
2.7% |
78% |
True |
False |
180,982 |
| 10 |
1,554.1 |
1,426.2 |
127.9 |
8.5% |
43.8 |
2.9% |
61% |
False |
False |
184,896 |
| 20 |
1,592.0 |
1,426.2 |
165.8 |
11.0% |
44.4 |
2.9% |
47% |
False |
False |
144,246 |
| 40 |
1,601.5 |
1,426.2 |
175.3 |
11.7% |
34.5 |
2.3% |
45% |
False |
False |
72,184 |
| 60 |
1,601.5 |
1,372.2 |
229.3 |
15.2% |
33.8 |
2.2% |
58% |
False |
False |
48,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,701.6 |
|
2.618 |
1,634.5 |
|
1.618 |
1,593.4 |
|
1.000 |
1,568.0 |
|
0.618 |
1,552.3 |
|
HIGH |
1,526.9 |
|
0.618 |
1,511.2 |
|
0.500 |
1,506.4 |
|
0.382 |
1,501.5 |
|
LOW |
1,485.8 |
|
0.618 |
1,460.4 |
|
1.000 |
1,444.7 |
|
1.618 |
1,419.3 |
|
2.618 |
1,378.2 |
|
4.250 |
1,311.1 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,506.4 |
1,502.2 |
| PP |
1,505.7 |
1,499.9 |
| S1 |
1,505.1 |
1,497.7 |
|